|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon August 13, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug07 |
070813 |
863.00 |
866.00 |
859.00 |
861.00 |
+11.00 |
597 |
1,138 |
-672 |
| Sep07 |
070813 |
869.00 |
872.00 |
864.00 |
866.00 |
+10.00 |
3,310 |
27,033 |
+768 |
| Nov07 |
070813 |
885.50 |
888.00 |
880.00 |
881.75 |
+10.00 |
19,450 |
301,802 |
+2,413 |
| Jan08 |
070813 |
900.00 |
902.50 |
895.00 |
896.75 |
+10.25 |
2,193 |
34,583 |
+1,597 |
| Mar08 |
070813 |
908.00 |
912.00 |
906.00 |
906.50 |
+9.00 |
1,024 |
21,443 |
+590 |
| May08 |
070813 |
916.50 |
920.00 |
913.50 |
914.00 |
+10.00 |
715 |
24,218 |
+297 |
| Jul08 |
070813 |
927.00 |
931.50 |
925.00 |
925.00 |
+11.00 |
2,336 |
34,008 |
+160 |
| Total Volume and Open Interest |
32,394 |
501,448 |
+6,785 |
| Soybean Meal(CBOT) |
| Aug07 |
070813 |
226.00 |
236.00 |
226.00 |
235.60 |
+3.10 |
876 |
1,050 |
-734 |
| Sep07 |
070813 |
237.50 |
238.50 |
235.50 |
237.00 |
+2.70 |
5,160 |
34,117 |
-1,050 |
| Oct07 |
070813 |
239.00 |
240.70 |
238.00 |
239.30 |
+2.80 |
1,403 |
15,048 |
+115 |
| Dec07 |
070813 |
244.50 |
245.30 |
242.30 |
244.10 |
+2.90 |
7,915 |
86,199 |
+233 |
| Jan08 |
070813 |
246.00 |
247.30 |
245.00 |
246.20 |
+3.70 |
457 |
12,916 |
+217 |
| Mar08 |
070813 |
249.00 |
250.50 |
248.00 |
249.10 |
+3.60 |
300 |
14,137 |
-10 |
| May08 |
070813 |
252.00 |
253.50 |
250.50 |
251.80 |
+2.80 |
1,089 |
15,672 |
+675 |
| Jul08 |
070813 |
254.50 |
256.00 |
254.00 |
254.70 |
+3.50 |
1,268 |
12,140 |
-201 |
| Total Volume and Open Interest |
18,831 |
203,520 |
-599 |
| Soybean Oil(CBOT) |
| Aug07 |
070813 |
36.70 |
36.75 |
36.50 |
36.50 |
+0.22 |
787 |
507 |
-615 |
| Sep07 |
070813 |
36.85 |
36.95 |
36.59 |
36.61 |
+0.07 |
4,763 |
46,406 |
-1,610 |
| Oct07 |
070813 |
37.15 |
37.20 |
36.85 |
36.85 |
+0.05 |
1,827 |
22,525 |
+604 |
| Dec07 |
070813 |
37.55 |
37.72 |
37.34 |
37.35 |
+0.09 |
9,689 |
162,703 |
-2,211 |
| Jan08 |
070813 |
37.93 |
37.93 |
37.67 |
37.70 |
+0.14 |
1,181 |
18,513 |
+216 |
| Mar08 |
070813 |
38.20 |
38.30 |
38.08 |
38.08 |
+0.23 |
856 |
9,869 |
-15 |
| May08 |
070813 |
38.30 |
38.40 |
38.22 |
38.25 |
+0.26 |
796 |
9,115 |
+524 |
| Jul08 |
070813 |
38.53 |
38.55 |
38.45 |
38.47 |
+0.17 |
1,269 |
10,800 |
+328 |
| Total Volume and Open Interest |
21,456 |
291,537 |
-2,627 |
| Canola(WCE) |
| Corn(CBOT) |
| Sep07 |
070813 |
337.00 |
338.00 |
330.00 |
331.00 |
-2.00 |
28,404 |
178,169 |
-31,188 |
| Dec07 |
070813 |
354.50 |
355.00 |
348.00 |
349.00 |
-1.50 |
36,174 |
572,988 |
+11,678 |
| Mar08 |
070813 |
369.00 |
370.00 |
363.50 |
364.25 |
-1.50 |
1,719 |
103,864 |
+1,051 |
| May08 |
070813 |
380.00 |
380.00 |
374.50 |
374.50 |
-0.75 |
1,088 |
33,444 |
+1,269 |
| Jul08 |
070813 |
389.50 |
389.50 |
384.00 |
384.00 |
-1.50 |
1,404 |
75,850 |
+814 |
| Sep08 |
070813 |
391.50 |
391.50 |
389.00 |
389.00 |
-1.25 |
20 |
10,427 |
-15 |
| Total Volume and Open Interest |
71,047 |
1,143,470 |
-14,838 |
| Wheat(CBOT) |
| Sep07 |
070813 |
676.00 |
676.00 |
660.00 |
666.50 |
-0.50 |
14,972 |
106,993 |
-15,158 |
| Dec07 |
070813 |
691.00 |
694.00 |
679.50 |
690.50 |
+6.00 |
16,731 |
217,449 |
+12,479 |
| Mar08 |
070813 |
685.00 |
686.00 |
676.00 |
685.25 |
+7.25 |
1,425 |
21,081 |
+449 |
| May08 |
070813 |
655.00 |
655.00 |
649.00 |
655.00 |
+6.00 |
136 |
4,123 |
+22 |
| Jul08 |
070813 |
570.50 |
580.00 |
570.50 |
580.00 |
+11.00 |
1,464 |
45,796 |
+571 |
| Total Volume and Open Interest |
35,365 |
415,488 |
-1,165 |
| Wheat(KCBT) |
| Sep07 |
070813 |
660.00 |
660.50 |
649.50 |
654.75 |
+0.25 |
13,728 |
62,024 |
-4,497 |
| Dec07 |
070813 |
674.00 |
675.00 |
664.50 |
674.00 |
+5.00 |
11,836 |
76,363 |
+4,337 |
| Mar08 |
070813 |
671.00 |
676.00 |
665.00 |
674.00 |
+11.00 |
470 |
6,447 |
-56 |
| May08 |
070813 |
645.00 |
645.00 |
645.00 |
645.00 |
unch |
4 |
48 |
+2 |
| Jul08 |
070813 |
569.00 |
579.00 |
569.00 |
578.50 |
+12.50 |
356 |
10,241 |
+142 |
| Total Volume and Open Interest |
26,413 |
156,843 |
-55 |
| Wheat(MGE) |
| Sep07 |
070813 |
667.00 |
668.00 |
653.00 |
661.00 |
-3.00 |
3,649 |
15,305 |
-499 |
| Dec07 |
070813 |
669.00 |
669.00 |
665.75 |
665.75 |
+2.25 |
5,061 |
33,209 |
+681 |
| Mar08 |
070813 |
672.00 |
672.00 |
664.00 |
669.25 |
+3.25 |
297 |
3,573 |
+52 |
| May08 |
070813 |
667.00 |
667.00 |
662.00 |
665.00 |
+1.00 |
23 |
249 |
-1 |
| Jul08 |
070813 |
618.00 |
619.00 |
617.00 |
619.00 |
-1.00 |
19 |
350 |
+8 |
| Total Volume and Open Interest |
9,090 |
54,715 |
+278 |
| Oats(CBOT) |
| Sep07 |
070813 |
249.50 |
251.00 |
248.50 |
250.25 |
+1.00 |
207 |
645 |
-99 |
| Dec07 |
070813 |
260.75 |
261.00 |
258.00 |
259.00 |
-1.50 |
517 |
11,452 |
-57 |
| Mar08 |
070813 |
269.50 |
269.50 |
269.50 |
269.50 |
unch |
144 |
1,163 |
+24 |
| May08 |
070813 |
276.00 |
276.00 |
276.00 |
276.00 |
-1.00 |
1 |
31 |
+1 |
| Total Volume and Open Interest |
869 |
13,312 |
-131 |
| Rough Rice(CBOT) |
| Sep07 |
070813 |
10.43 |
10.44 |
10.43 |
10.44 |
+0.04 |
45 |
3,653 |
-13 |
| Nov07 |
070813 |
10.76 |
10.81 |
10.76 |
10.78 |
+0.05 |
54 |
9,250 |
+55 |
| Jan08 |
070813 |
11.08 |
11.08 |
11.08 |
11.08 |
+0.04 |
0 |
1,382 |
+0 |
| Mar08 |
070813 |
11.37 |
11.37 |
11.37 |
11.37 |
+0.05 |
0 |
630 |
+0 |
| Total Volume and Open Interest |
99 |
15,117 |
+42 |
| Live Cattle(CME) |
| Aug07 |
070813 |
90.250 |
90.950 |
90.230 |
90.750 |
+0.520 |
3,414 |
11,962 |
-1,094 |
| Oct07 |
070813 |
94.250 |
95.385 |
94.250 |
95.050 |
+0.500 |
14,895 |
130,924 |
-4,718 |
| Dec07 |
070813 |
97.400 |
98.250 |
97.400 |
98.180 |
+0.700 |
5,352 |
47,243 |
-986 |
| Feb08 |
070813 |
97.750 |
98.500 |
97.750 |
98.350 |
+0.450 |
1,406 |
21,994 |
-80 |
| Apr08 |
070813 |
98.000 |
98.750 |
98.000 |
98.450 |
+0.450 |
510 |
11,161 |
-30 |
| Jun08 |
070813 |
94.480 |
94.600 |
94.480 |
94.580 |
+0.400 |
161 |
3,486 |
+29 |
| Total Volume and Open Interest |
25,740 |
227,404 |
-6,877 |
| Feeder Cattle(CME) |
| Aug07 |
070813 |
114.900 |
115.600 |
114.900 |
115.535 |
+0.555 |
997 |
5,875 |
-433 |
| Sep07 |
070813 |
114.600 |
115.480 |
114.600 |
115.350 |
+0.770 |
2,559 |
6,854 |
-1,050 |
| Oct07 |
070813 |
115.200 |
116.000 |
115.200 |
115.885 |
+0.585 |
2,214 |
10,911 |
+829 |
| Nov07 |
070813 |
115.100 |
115.750 |
115.100 |
115.730 |
+0.480 |
258 |
2,847 |
+88 |
| Jan08 |
070813 |
112.800 |
113.600 |
112.800 |
113.600 |
+0.520 |
56 |
1,829 |
+22 |
| Mar08 |
070813 |
110.930 |
111.100 |
110.930 |
111.100 |
+0.350 |
9 |
380 |
+6 |
| Apr08 |
070813 |
111.180 |
111.430 |
111.180 |
111.430 |
+0.295 |
4 |
157 |
+2 |
| Total Volume and Open Interest |
6,104 |
29,138 |
-533 |
| Lean Hogs(CME) |
| Aug07 |
070813 |
73.600 |
74.000 |
73.535 |
73.950 |
+0.520 |
1,807 |
4,713 |
-618 |
| Oct07 |
070813 |
70.550 |
71.850 |
70.550 |
71.400 |
+0.600 |
9,770 |
76,809 |
-1,869 |
| Dec07 |
070813 |
69.100 |
70.600 |
69.100 |
70.535 |
+1.085 |
6,138 |
50,520 |
-40 |
| Feb08 |
070813 |
70.600 |
71.900 |
70.600 |
71.830 |
+0.855 |
1,262 |
17,722 |
+28 |
| Apr08 |
070813 |
70.200 |
71.900 |
70.200 |
71.850 |
+1.250 |
662 |
13,989 |
+125 |
| May08 |
070813 |
75.000 |
75.400 |
74.785 |
75.000 |
+0.200 |
23 |
1,446 |
-7 |
| Jun08 |
070813 |
76.400 |
77.300 |
76.400 |
77.200 |
+0.800 |
215 |
8,326 |
+140 |
| Jul08 |
070813 |
75.000 |
75.680 |
74.700 |
75.680 |
+0.955 |
9 |
2,257 |
+4 |
| Total Volume and Open Interest |
19,902 |
176,085 |
-2,227 |
| Pork Bellies(CME) |
| Aug07 |
070813 |
76.000 |
76.000 |
73.535 |
74.500 |
-1.500 |
38 |
99 |
-26 |
| Feb08 |
070813 |
94.000 |
96.350 |
93.800 |
95.500 |
+2.150 |
172 |
779 |
-19 |
| Mar08 |
070813 |
94.200 |
96.500 |
94.200 |
95.900 |
+1.700 |
3 |
29 |
+0 |
| May08 |
070813 |
94.000 |
94.000 |
94.000 |
94.000 |
+1.500 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
213 |
920 |
-45 |
| Class III Milk(CME) |
| Aug07 |
070813 |
19.76 |
19.76 |
19.76 |
19.76 |
-0.07 |
28 |
4,613 |
-37 |
| Sep07 |
070813 |
19.70 |
19.70 |
19.40 |
19.59 |
-0.09 |
188 |
4,709 |
-15 |
| Oct07 |
070813 |
18.72 |
18.72 |
18.68 |
18.68 |
+0.07 |
207 |
3,968 |
+34 |
| Nov07 |
070813 |
17.70 |
17.70 |
17.58 |
17.58 |
-0.10 |
60 |
3,227 |
+5 |
| Dec07 |
070813 |
17.15 |
17.25 |
17.15 |
17.22 |
-0.02 |
75 |
3,223 |
+27 |
| Total Volume and Open Interest |
874 |
34,728 |
+173 |
| Cocoa(NYBOT) |
| Sep07 |
070813 |
1848 |
1863 |
1847 |
1863 |
+36 |
6,651 |
18,499 |
-4,830 |
| Dec07 |
070813 |
1873 |
1886 |
1872 |
1886 |
+32 |
10,396 |
70,616 |
+4,412 |
| Mar08 |
070813 |
1900 |
1913 |
1900 |
1913 |
+33 |
932 |
23,542 |
+387 |
| May08 |
070813 |
1925 |
1927 |
1925 |
1927 |
+32 |
108 |
5,763 |
+46 |
| Jul08 |
070813 |
1943 |
1943 |
1943 |
1943 |
+34 |
96 |
3,040 |
+71 |
| Sep08 |
070813 |
1957 |
1958 |
1957 |
1958 |
+34 |
131 |
4,050 |
+111 |
| Dec08 |
070813 |
1977 |
1983 |
1977 |
1983 |
+32 |
226 |
10,407 |
+130 |
| Total Volume and Open Interest |
18,540 |
136,000 |
+327 |
| Coffee "C"(NYBOT) |
| Sep07 |
070813 |
120.25 |
121.90 |
119.10 |
120.75 |
+0.15 |
23,619 |
48,722 |
-8,124 |
| Dec07 |
070813 |
124.40 |
126.00 |
123.10 |
124.75 |
+0.10 |
13,969 |
71,491 |
+4,868 |
| Mar08 |
070813 |
129.00 |
129.00 |
128.30 |
128.30 |
+0.10 |
1,380 |
18,698 |
+84 |
| May08 |
070813 |
130.30 |
130.30 |
130.30 |
130.30 |
+0.20 |
601 |
6,101 |
+48 |
| Jul08 |
070813 |
132.05 |
132.05 |
132.05 |
132.05 |
+0.20 |
173 |
3,029 |
+28 |
| Sep08 |
070813 |
134.30 |
134.30 |
133.70 |
133.70 |
+0.15 |
175 |
8,725 |
+41 |
| Total Volume and Open Interest |
40,025 |
166,209 |
-3,038 |
| Orange Juice(NYBOT) |
| Sep07 |
070813 |
132.40 |
132.90 |
129.50 |
129.80 |
-1.20 |
820 |
10,499 |
-122 |
| Nov07 |
070813 |
132.50 |
132.50 |
130.00 |
130.20 |
-1.50 |
367 |
12,117 |
+51 |
| Jan08 |
070813 |
131.00 |
131.00 |
130.40 |
130.40 |
-1.35 |
173 |
4,491 |
+13 |
| Mar08 |
070813 |
131.50 |
131.50 |
130.60 |
130.60 |
-1.40 |
24 |
3,100 |
+11 |
| May08 |
070813 |
130.80 |
130.80 |
130.80 |
130.80 |
-1.30 |
13 |
654 |
+0 |
| Jul08 |
070813 |
130.90 |
130.90 |
130.90 |
130.90 |
-1.30 |
3 |
130 |
+0 |
| Total Volume and Open Interest |
1,400 |
31,940 |
-47 |
| Sugar #11(NYBOT) |
| Oct07 |
070813 |
9.68 |
9.68 |
9.43 |
9.45 |
-0.09 |
64,437 |
350,407 |
-1,665 |
| Mar08 |
070813 |
9.87 |
9.89 |
9.74 |
9.74 |
-0.10 |
19,108 |
161,675 |
+4,702 |
| May08 |
070813 |
9.95 |
9.95 |
9.84 |
9.84 |
-0.09 |
6,455 |
42,219 |
+1,841 |
| Jul08 |
070813 |
10.06 |
10.06 |
9.95 |
9.95 |
-0.08 |
1,231 |
35,805 |
-131 |
| Oct08 |
070813 |
10.23 |
10.24 |
10.13 |
10.13 |
-0.09 |
675 |
43,842 |
+70 |
| Total Volume and Open Interest |
93,222 |
682,028 |
+4,865 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070813 |
21.52 |
21.52 |
21.52 |
21.52 |
+0.11 |
14 |
2,198 |
-156 |
| Jan08 |
070813 |
21.13 |
21.13 |
21.13 |
21.13 |
+0.07 |
3 |
2,311 |
+0 |
| Mar08 |
070813 |
21.15 |
21.15 |
21.15 |
21.15 |
+0.03 |
0 |
2,417 |
+0 |
| May08 |
070813 |
21.24 |
21.29 |
21.24 |
21.29 |
+0.05 |
14 |
405 |
+14 |
| Total Volume and Open Interest |
31 |
7,783 |
-168 |
| London Cocoa(LCE) |
| Sep07 |
070813 |
942 |
968 |
941 |
966 |
+18 |
3,288 |
50,935 |
-867 |
| Dec07 |
070813 |
973 |
998 |
968 |
996 |
+20 |
6,196 |
56,874 |
+431 |
| Mar08 |
070813 |
991 |
1014 |
986 |
1013 |
+21 |
3,285 |
37,085 |
+752 |
| May08 |
070813 |
1000 |
1022 |
1000 |
1022 |
+20 |
691 |
13,622 |
+117 |
| Jul08 |
070813 |
1006 |
1033 |
1006 |
1033 |
+21 |
291 |
12,846 |
+83 |
| Sep08 |
070813 |
1042 |
1042 |
1042 |
1042 |
+20 |
374 |
9,797 |
+281 |
| Dec08 |
070813 |
1051 |
1051 |
1051 |
1051 |
+20 |
178 |
4,844 |
+113 |
| Total Volume and Open Interest |
14,308 |
186,099 |
+914 |
| London Coffee(LCE) |
| Sep07 |
070813 |
1798.00 |
1809.00 |
1790.00 |
1807.00 |
+11.00 |
8,296 |
49,727 |
-3,598 |
| Nov07 |
070813 |
1819.00 |
1831.00 |
1812.00 |
1829.00 |
+12.00 |
8,780 |
82,456 |
+2,110 |
| Jan08 |
070813 |
1808.00 |
1822.00 |
1805.00 |
1822.00 |
+14.00 |
1,046 |
20,522 |
+348 |
| Mar08 |
070813 |
1803.00 |
1817.00 |
1799.00 |
1817.00 |
+14.00 |
47 |
8,260 |
-2 |
| May08 |
070813 |
1800.00 |
1814.00 |
1798.00 |
1814.00 |
+14.00 |
0 |
3,057 |
+0 |
| Jul08 |
070813 |
1808.00 |
1808.00 |
1808.00 |
1808.00 |
+12.00 |
0 |
1,351 |
+0 |
| Total Volume and Open Interest |
18,169 |
166,747 |
-1,142 |
| London Sugar(LCE) |
| Aug07 |
070716 |
310.00 |
318.00 |
306.60 |
318.00 |
+9.50 |
6,918 |
2,904 |
-2,565 |
| Oct07 |
070813 |
281.20 |
285.40 |
281.10 |
281.40 |
+0.40 |
9,049 |
39,038 |
+1,915 |
| Dec07 |
070813 |
288.00 |
291.00 |
285.80 |
287.00 |
unch |
1,423 |
9,796 |
-1 |
| Mar08 |
070813 |
298.00 |
300.50 |
295.00 |
295.90 |
-0.10 |
1,454 |
14,619 |
+220 |
| May08 |
070813 |
301.20 |
301.90 |
298.40 |
298.40 |
-0.60 |
730 |
5,309 |
-33 |
| Total Volume and Open Interest |
14,014 |
78,185 |
+2,219 |
| Cotton(NYBOT) |
| Oct07 |
070813 |
59.30 |
59.50 |
58.85 |
59.05 |
-0.20 |
549 |
5,504 |
+70 |
| Dec07 |
070813 |
61.45 |
61.65 |
60.90 |
61.21 |
-0.03 |
22,777 |
145,653 |
-3,663 |
| Mar08 |
070813 |
64.50 |
64.75 |
64.15 |
64.51 |
+0.11 |
2,114 |
41,827 |
+479 |
| May08 |
070813 |
65.50 |
65.50 |
65.50 |
65.50 |
unch |
200 |
3,325 |
+79 |
| Jul08 |
070813 |
66.00 |
66.50 |
66.00 |
66.50 |
+0.20 |
219 |
3,584 |
-5 |
| Oct08 |
070813 |
67.30 |
67.30 |
67.30 |
67.30 |
+0.10 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
27,693 |
211,600 |
-2,240 |
| Lumber(CME) |
| Sep07 |
070813 |
286.0 |
286.0 |
281.8 |
281.9 |
+1.8 |
493 |
4,300 |
-84 |
| Nov07 |
070813 |
286.0 |
286.0 |
282.1 |
282.8 |
+1.8 |
558 |
3,392 |
-210 |
| Jan08 |
070813 |
296.8 |
298.0 |
296.8 |
297.8 |
+2.0 |
50 |
224 |
-2 |
| Mar08 |
070813 |
298.5 |
298.5 |
298.5 |
298.5 |
+1.6 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
1,101 |
7,977 |
-296 |
| Crude Oil(NYM) |
| Sep07 |
070813 |
72.12 |
73.10 |
71.30 |
71.62 |
+0.15 |
226,674 |
197,000 |
-36,689 |
| Oct07 |
070813 |
71.95 |
72.85 |
71.30 |
71.32 |
+0.07 |
138,362 |
243,331 |
+18,712 |
| Nov07 |
070813 |
71.81 |
72.15 |
70.70 |
70.98 |
-0.07 |
56,712 |
101,604 |
+5,637 |
| Dec07 |
070813 |
71.15 |
71.81 |
70.30 |
70.52 |
-0.22 |
62,586 |
192,079 |
+1,990 |
| Jan08 |
070813 |
71.22 |
71.22 |
70.15 |
70.15 |
-0.35 |
9,324 |
65,788 |
+301 |
| Feb08 |
070813 |
71.10 |
71.10 |
69.87 |
69.87 |
-0.43 |
2,607 |
31,415 |
-1,138 |
| Mar08 |
070813 |
69.66 |
69.66 |
69.66 |
69.66 |
-0.47 |
1,329 |
31,260 |
+373 |
| Apr08 |
070813 |
69.53 |
69.53 |
69.53 |
69.53 |
-0.49 |
1,241 |
38,947 |
+481 |
| May08 |
070813 |
69.42 |
69.42 |
69.42 |
69.42 |
-0.50 |
354 |
33,381 |
-25 |
| Jun08 |
070813 |
70.20 |
70.20 |
69.31 |
69.31 |
-0.52 |
5,101 |
53,067 |
+959 |
| Jul08 |
070813 |
69.20 |
69.20 |
69.20 |
69.20 |
-0.54 |
1,371 |
14,664 |
+980 |
| Aug08 |
070813 |
69.10 |
69.10 |
69.10 |
69.10 |
-0.56 |
160 |
13,139 |
+64 |
| Sep08 |
070813 |
69.00 |
69.00 |
69.00 |
69.00 |
-0.58 |
769 |
42,249 |
-253 |
| Oct08 |
070813 |
68.92 |
68.92 |
68.92 |
68.92 |
-0.60 |
196 |
20,979 |
+91 |
| Nov08 |
070813 |
68.84 |
68.84 |
68.84 |
68.84 |
-0.62 |
172 |
14,721 |
+90 |
| Dec08 |
070813 |
68.77 |
68.77 |
68.77 |
68.77 |
-0.64 |
13,791 |
160,029 |
+1,066 |
| Total Volume and Open Interest |
526,426 |
1,507,188 |
-6,451 |
| Heating Oil(NYM) |
| Sep07 |
070813 |
199.70 |
202.20 |
195.80 |
196.65 |
-0.47 |
39,277 |
51,782 |
-4,301 |
| Oct07 |
070813 |
201.60 |
203.59 |
198.30 |
198.60 |
-0.47 |
21,468 |
44,687 |
+3,874 |
| Nov07 |
070813 |
206.20 |
206.20 |
201.10 |
201.10 |
-0.67 |
10,150 |
26,449 |
+2,898 |
| Dec07 |
070813 |
202.85 |
202.85 |
202.85 |
202.85 |
-0.77 |
6,168 |
33,739 |
+364 |
| Jan08 |
070813 |
204.00 |
204.00 |
204.00 |
204.00 |
-0.77 |
3,229 |
17,788 |
+31 |
| Feb08 |
070813 |
203.40 |
203.40 |
203.40 |
203.40 |
-0.92 |
541 |
12,617 |
-55 |
| Mar08 |
070813 |
201.80 |
201.80 |
201.80 |
201.80 |
-1.07 |
463 |
5,315 |
+129 |
| Apr08 |
070813 |
198.20 |
198.20 |
198.20 |
198.20 |
-1.17 |
461 |
5,808 |
+186 |
| May08 |
070813 |
194.75 |
194.75 |
194.75 |
194.75 |
-1.27 |
99 |
1,787 |
+48 |
| Jun08 |
070813 |
196.25 |
196.25 |
192.45 |
192.45 |
-1.32 |
1,132 |
14,116 |
-161 |
| Jul08 |
070813 |
192.75 |
192.75 |
192.75 |
192.75 |
-1.32 |
8 |
464 |
+8 |
| Aug08 |
070813 |
194.20 |
194.20 |
194.20 |
194.20 |
-1.32 |
0 |
298 |
+0 |
| Total Volume and Open Interest |
83,038 |
218,705 |
+3,053 |
| Gasoline(NYMEX) |
| Sep07 |
070813 |
193.85 |
200.41 |
192.37 |
193.75 |
-1.73 |
39,276 |
66,648 |
-4,774 |
| Oct07 |
070813 |
189.00 |
192.39 |
185.79 |
187.00 |
-1.83 |
23,258 |
43,318 |
+2,386 |
| Nov07 |
070813 |
187.95 |
190.29 |
184.47 |
185.65 |
-1.93 |
12,863 |
21,574 |
+2,855 |
| Dec07 |
070813 |
187.90 |
189.34 |
183.69 |
184.95 |
-2.08 |
6,037 |
19,252 |
+1,280 |
| Jan08 |
070813 |
189.00 |
190.05 |
186.25 |
186.25 |
-2.13 |
1,460 |
9,685 |
+399 |
| Feb08 |
070813 |
191.60 |
192.08 |
187.50 |
188.20 |
-2.13 |
574 |
4,497 |
+41 |
| Mar08 |
070813 |
193.83 |
193.83 |
190.20 |
190.20 |
-2.18 |
449 |
5,256 |
+30 |
| Apr08 |
070813 |
207.00 |
207.00 |
203.50 |
203.50 |
-2.28 |
284 |
4,753 |
-65 |
| May08 |
070813 |
204.85 |
204.85 |
204.85 |
204.85 |
-2.28 |
282 |
2,258 |
+179 |
| Jun08 |
070813 |
205.05 |
205.05 |
205.05 |
205.05 |
-2.28 |
68 |
4,505 |
+0 |
| Total Volume and Open Interest |
84,839 |
188,182 |
+2,500 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Sep07 |
070813 |
198.00 |
199.00 |
193.75 |
193.75 |
-1.73 |
0 |
4 |
+0 |
| Oct07 |
070813 |
187.00 |
187.00 |
187.00 |
187.00 |
-1.83 |
|
|
|
| Nov07 |
070813 |
185.65 |
185.65 |
185.65 |
185.65 |
-1.93 |
|
|
|
| Dec07 |
070813 |
184.95 |
184.95 |
184.95 |
184.95 |
-2.08 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
6 |
+0 |
| Natural Gas(NYM) |
| Sep07 |
070813 |
7.000 |
7.120 |
6.740 |
6.794 |
-0.026 |
96,026 |
72,214 |
-17,862 |
| Oct07 |
070813 |
7.165 |
7.290 |
7.010 |
7.018 |
-0.036 |
61,075 |
86,440 |
-4,110 |
| Nov07 |
070813 |
7.930 |
8.050 |
7.849 |
7.849 |
-0.005 |
24,779 |
57,266 |
+5,024 |
| Dec07 |
070813 |
8.690 |
8.715 |
8.560 |
8.588 |
+0.034 |
6,187 |
48,093 |
-30 |
| Jan08 |
070813 |
9.050 |
9.050 |
8.953 |
8.953 |
+0.039 |
7,137 |
41,805 |
-76 |
| Feb08 |
070813 |
9.045 |
9.110 |
8.930 |
8.953 |
+0.039 |
3,276 |
33,954 |
+213 |
| Mar08 |
070813 |
8.672 |
8.815 |
8.672 |
8.718 |
+0.039 |
3,912 |
48,065 |
-360 |
| Apr08 |
070813 |
8.040 |
8.040 |
7.988 |
7.988 |
+0.049 |
2,481 |
40,258 |
-2,165 |
| May08 |
070813 |
7.953 |
7.953 |
7.953 |
7.953 |
+0.049 |
2,336 |
26,811 |
-389 |
| Jun08 |
070813 |
8.080 |
8.080 |
8.033 |
8.033 |
+0.047 |
651 |
17,049 |
-133 |
| Jul08 |
070813 |
8.123 |
8.123 |
8.123 |
8.123 |
+0.042 |
353 |
10,081 |
+116 |
| Aug08 |
070813 |
8.220 |
8.220 |
8.188 |
8.188 |
+0.042 |
83 |
9,658 |
+12 |
| Sep08 |
070813 |
8.300 |
8.300 |
8.238 |
8.238 |
+0.039 |
1,039 |
6,339 |
-5 |
| Oct08 |
070813 |
8.358 |
8.358 |
8.358 |
8.358 |
+0.039 |
1,740 |
26,197 |
-651 |
| Nov08 |
070813 |
8.803 |
8.803 |
8.803 |
8.803 |
+0.034 |
446 |
12,468 |
+96 |
| Dec08 |
070813 |
9.260 |
9.260 |
9.248 |
9.248 |
+0.034 |
202 |
13,753 |
+97 |
| Total Volume and Open Interest |
223,000 |
766,920 |
-13,572 |
| Brent Crude Oil(ICE) |
| Sep07 |
070813 |
70.46 |
71.85 |
69.89 |
70.23 |
-0.16 |
0 |
60,929 |
-11,638 |
| Oct07 |
070813 |
70.63 |
71.99 |
70.08 |
70.43 |
-0.20 |
0 |
129,254 |
+129,254 |
| Nov07 |
070813 |
71.22 |
72.26 |
70.46 |
70.78 |
-0.23 |
0 |
104,658 |
+12,542 |
| Dec07 |
070813 |
71.34 |
72.32 |
70.56 |
70.89 |
-0.26 |
0 |
95,557 |
+59 |
| Jan08 |
070813 |
71.41 |
72.13 |
70.65 |
70.81 |
-0.33 |
0 |
26,153 |
+403 |
| Feb08 |
070813 |
71.16 |
71.46 |
70.68 |
70.68 |
-0.41 |
0 |
17,325 |
-63 |
| Mar08 |
070813 |
71.35 |
71.35 |
70.56 |
70.56 |
-0.43 |
0 |
10,245 |
-38 |
| Apr08 |
070813 |
70.46 |
70.89 |
70.46 |
70.46 |
-0.43 |
0 |
10,705 |
-36 |
| May08 |
070813 |
70.34 |
70.79 |
70.34 |
70.34 |
-0.45 |
0 |
4,542 |
+0 |
| Jun08 |
070813 |
70.90 |
71.26 |
70.00 |
70.23 |
-0.45 |
2,970 |
25,845 |
+659 |
| Jul08 |
070813 |
70.15 |
70.62 |
70.15 |
70.15 |
-0.47 |
0 |
2,839 |
+0 |
| Aug08 |
070813 |
70.05 |
70.58 |
70.05 |
70.05 |
-0.53 |
0 |
2,492 |
+0 |
| Sep08 |
070813 |
69.98 |
70.51 |
69.98 |
69.98 |
-0.53 |
0 |
2,661 |
+0 |
| Oct08 |
070813 |
69.92 |
70.43 |
69.92 |
69.92 |
-0.51 |
0 |
5,137 |
+0 |
| Total Volume and Open Interest |
10,901 |
642,937 |
+129,713 |
| Gas Oil(ICE) |
| Sep07 |
070810 |
624.25 |
627.00 |
611.50 |
617.75 |
-4.00 |
49,562 |
82,056 |
-2,469 |
| Oct07 |
070810 |
628.75 |
628.75 |
614.50 |
620.50 |
-4.00 |
21,236 |
51,358 |
+2,462 |
| Nov07 |
070810 |
623.75 |
628.00 |
617.25 |
622.75 |
-4.00 |
3,649 |
20,289 |
+687 |
| Dec07 |
070810 |
628.50 |
630.25 |
619.00 |
625.25 |
-4.00 |
8,237 |
44,699 |
-1,257 |
| Jan08 |
070810 |
633.50 |
633.50 |
625.50 |
631.50 |
-4.25 |
5,166 |
38,792 |
+605 |
| Feb08 |
070810 |
628.25 |
628.50 |
625.00 |
628.25 |
-4.25 |
396 |
10,236 |
+130 |
| Mar08 |
070810 |
625.00 |
625.00 |
622.00 |
624.75 |
-4.25 |
110 |
6,765 |
+57 |
| Apr08 |
070810 |
620.50 |
621.25 |
620.00 |
621.25 |
-3.75 |
100 |
2,990 |
+100 |
| May08 |
070810 |
617.00 |
617.75 |
617.00 |
617.75 |
-3.50 |
12 |
3,155 |
+411 |
| Jun08 |
070813 |
623.25 |
623.25 |
622.00 |
623.00 |
+8.25 |
1,342 |
28,077 |
+970 |
| Total Volume and Open Interest |
1,696 |
326,407 |
+900 |
| US Dollar Index(NYBOT) |
| Sep07 |
070813 |
80.680 |
80.970 |
80.540 |
80.970 |
+0.200 |
2,429 |
34,234 |
-569 |
| Dec07 |
070813 |
80.520 |
80.770 |
80.520 |
80.770 |
+0.375 |
40 |
3,300 |
+21 |
| Mar08 |
070813 |
80.600 |
80.600 |
80.600 |
80.600 |
+0.375 |
3 |
636 |
+0 |
| Total Volume and Open Interest |
2,472 |
38,179 |
-548 |
| Australian Dollar(CME) |
| Sep07 |
070813 |
84.28 |
84.34 |
83.96 |
84.11 |
-0.17 |
2,298 |
100,489 |
-5,302 |
| Dec07 |
070813 |
83.83 |
83.83 |
83.83 |
83.83 |
-0.17 |
0 |
966 |
+29 |
| Mar08 |
070813 |
83.48 |
83.48 |
83.48 |
83.48 |
-0.17 |
0 |
153 |
+0 |
| Total Volume and Open Interest |
2,298 |
101,625 |
-5,271 |
| British Pound(CME) |
| Sep07 |
070813 |
201.34 |
201.38 |
200.96 |
201.25 |
-0.96 |
2,575 |
127,716 |
-1,590 |
| Dec07 |
070813 |
200.80 |
200.83 |
200.80 |
200.83 |
-0.96 |
0 |
972 |
+62 |
| Mar08 |
070813 |
200.30 |
200.30 |
200.30 |
200.30 |
-0.96 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
2,575 |
128,733 |
-1,528 |
| Canadian Dollar(CME) |
| Sep07 |
070813 |
95.05 |
95.35 |
95.05 |
95.14 |
+0.01 |
1,783 |
127,560 |
-2,835 |
| Dec07 |
070813 |
95.30 |
95.45 |
95.27 |
95.27 |
+0.01 |
22 |
4,625 |
+85 |
| Mar08 |
070813 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.01 |
0 |
649 |
-1 |
| Jun08 |
070813 |
95.37 |
95.37 |
95.37 |
95.37 |
+0.01 |
0 |
299 |
+0 |
| Total Volume and Open Interest |
1,814 |
133,385 |
-2,751 |
| Japanese Yen(CME) |
| Sep07 |
070813 |
84.92 |
85.03 |
84.79 |
84.88 |
-0.06 |
2,874 |
242,298 |
+1,406 |
| Dec07 |
070813 |
85.82 |
85.82 |
85.82 |
85.82 |
-0.06 |
2 |
15,660 |
-63 |
| Mar08 |
070813 |
86.71 |
86.71 |
86.71 |
86.71 |
-0.06 |
0 |
138 |
+0 |
| Total Volume and Open Interest |
2,876 |
273,699 |
+1,343 |
| Swiss Franc(CME) |
| Sep07 |
070813 |
83.43 |
83.51 |
83.14 |
83.18 |
-0.62 |
2,289 |
121,758 |
-853 |
| Dec07 |
070813 |
83.74 |
83.74 |
83.67 |
83.71 |
-0.62 |
0 |
327 |
+2 |
| Mar08 |
070813 |
84.15 |
84.15 |
84.15 |
84.15 |
-0.62 |
4 |
19 |
+4 |
| Total Volume and Open Interest |
2,293 |
122,110 |
-847 |
| EuroFX(CME) |
| Sep07 |
070813 |
136.70 |
136.75 |
136.24 |
136.38 |
-0.78 |
2,574 |
218,411 |
-4,191 |
| Dec07 |
070813 |
136.68 |
136.68 |
136.68 |
136.68 |
-0.78 |
2 |
3,472 |
+307 |
| Mar08 |
070813 |
136.97 |
136.97 |
136.87 |
136.87 |
-0.78 |
0 |
126 |
+0 |
| Total Volume and Open Interest |
2,576 |
222,092 |
-3,886 |
| Mexican Peso(CME) |
| Aug07 |
070813 |
910.2 |
910.2 |
910.2 |
910.2 |
+2.2 |
3 |
0 |
-3 |
| Sep07 |
070813 |
908.0 |
909.5 |
906.0 |
906.0 |
unch |
4,986 |
69,262 |
-3,944 |
| Total Volume and Open Interest |
4,991 |
92,040 |
-3,945 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070813 |
109~01 |
109~18 |
108~27 |
109~15 |
+0~05 |
402,106 |
970,503 |
-27,313 |
| Dec07 |
070813 |
109~00 |
109~13 |
108~23 |
109~10 |
+0~04 |
1,269 |
10,837 |
+600 |
| Mar08 |
070813 |
109~10 |
109~10 |
109~10 |
109~10 |
+0~04 |
0 |
880 |
+0 |
| Total Volume and Open Interest |
403,375 |
982,249 |
-26,713 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070813 |
107~085 |
107~215 |
107~030 |
107~170 |
+0~015 |
1,504,934 |
2,803,217 |
-105,053 |
| Dec07 |
070813 |
106~285 |
107~115 |
106~275 |
107~095 |
+0~010 |
13,288 |
167,390 |
-2,072 |
| Total Volume and Open Interest |
1,518,233 |
2,971,915 |
-107,130 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070813 |
105~075 |
105~180 |
105~055 |
105~165 |
+0~005 |
819,642 |
0 |
+0 |
| Dec07 |
070813 |
105~100 |
105~160 |
105~095 |
105~160 |
unch |
6,830 |
0 |
+0 |
| Mar08 |
070813 |
105~160 |
105~160 |
105~160 |
105~160 |
unch |
|
|
|
| Total Volume and Open Interest |
826,472 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070813 |
102~053 |
102~070 |
102~052 |
102~069 |
-0~001 |
21,886 |
998,508 |
-24,949 |
| Dec07 |
070813 |
102~088 |
102~088 |
102~088 |
102~088 |
-0~002 |
0 |
11,260 |
-93 |
| Total Volume and Open Interest |
21,886 |
1,009,768 |
-25,042 |
| Eurodollars(CME) |
| Sep07 |
070813 |
94.715 |
94.740 |
94.715 |
94.732 |
-0.033 |
44,246 |
1,700,911 |
-8,639 |
| Dec07 |
070813 |
95.020 |
95.050 |
94.995 |
95.040 |
-0.045 |
34,901 |
1,588,042 |
-51,476 |
| Mar08 |
070813 |
95.190 |
95.235 |
95.180 |
95.235 |
-0.010 |
20,548 |
1,764,401 |
-26,077 |
| Jun08 |
070813 |
95.220 |
95.290 |
95.220 |
95.275 |
unch |
24,236 |
1,521,186 |
+13,524 |
| Sep08 |
070813 |
95.185 |
95.250 |
95.185 |
95.240 |
unch |
26,688 |
1,177,352 |
-56,154 |
| Dec08 |
070813 |
95.135 |
95.185 |
95.125 |
95.170 |
-0.005 |
10,607 |
1,047,944 |
+8,218 |
| Mar09 |
070813 |
95.070 |
95.120 |
95.055 |
95.100 |
-0.010 |
16,398 |
682,360 |
-11,548 |
| Jun09 |
070813 |
94.995 |
95.045 |
94.995 |
95.030 |
-0.010 |
12,009 |
527,070 |
-6,682 |
| Sep09 |
070813 |
94.920 |
94.975 |
94.920 |
94.955 |
-0.010 |
13,764 |
289,954 |
-2,548 |
| Dec09 |
070813 |
94.840 |
94.885 |
94.840 |
94.875 |
-0.020 |
10,513 |
226,401 |
-654 |
| Mar10 |
070813 |
94.780 |
94.835 |
94.780 |
94.815 |
-0.030 |
11,703 |
169,347 |
-146 |
| Jun10 |
070813 |
94.730 |
94.780 |
94.730 |
94.755 |
-0.035 |
11,799 |
132,227 |
-837 |
| Sep10 |
070813 |
94.685 |
94.705 |
94.685 |
94.705 |
-0.035 |
3,615 |
100,201 |
-432 |
| Dec10 |
070813 |
94.625 |
94.640 |
94.625 |
94.640 |
-0.040 |
2,561 |
107,277 |
+777 |
| Mar11 |
070813 |
94.585 |
94.600 |
94.585 |
94.600 |
-0.040 |
3,930 |
96,563 |
-399 |
| Jun11 |
070813 |
94.530 |
94.575 |
94.530 |
94.555 |
-0.040 |
4,445 |
90,717 |
-2,243 |
| Sep11 |
070813 |
94.495 |
94.520 |
94.490 |
94.510 |
-0.040 |
3,336 |
71,704 |
-1,005 |
| Dec11 |
070813 |
94.440 |
94.470 |
94.435 |
94.455 |
-0.040 |
2,136 |
48,985 |
-1,622 |
| Total Volume and Open Interest |
272,033 |
11,584,054 |
-141,788 |
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070813 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
1,236 |
20,413 |
+815 |
| Dec07 |
070813 |
99.12 |
99.13 |
99.12 |
99.13 |
unch |
604 |
11,064 |
-49 |
| Mar08 |
070813 |
99.07 |
99.07 |
99.06 |
99.06 |
+0.01 |
547 |
7,533 |
+520 |
| Jun08 |
070813 |
98.99 |
98.99 |
98.98 |
98.98 |
+0.02 |
134 |
4,150 |
-20 |
| Sep08 |
070813 |
98.89 |
98.89 |
98.88 |
98.88 |
+0.02 |
109 |
2,937 |
+99 |
| Dec08 |
070813 |
98.78 |
98.78 |
98.78 |
98.78 |
+0.02 |
0 |
1,294 |
+0 |
| Mar09 |
070813 |
98.70 |
98.70 |
98.70 |
98.70 |
+0.02 |
0 |
100 |
+0 |
| Jun09 |
070813 |
98.62 |
98.62 |
98.62 |
98.62 |
+0.01 |
0 |
100 |
+0 |
| Sep09 |
070813 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.03 |
|
|
|
| Dec09 |
070813 |
98.46 |
98.46 |
98.46 |
98.46 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
2,630 |
47,591 |
+1,365 |
| 3-Mth Euro-Yen(SGX) |
| Sep07 |
070813 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
1,617 |
77,180 |
+400 |
| Dec07 |
070813 |
99.12 |
99.14 |
99.12 |
99.13 |
+0.01 |
1,759 |
61,310 |
+68 |
| Mar08 |
070813 |
99.03 |
99.07 |
99.03 |
99.07 |
+0.03 |
890 |
42,209 |
-34 |
| Jun08 |
070813 |
98.94 |
98.98 |
98.94 |
98.97 |
+0.03 |
1,396 |
20,485 |
+813 |
| Sep08 |
070813 |
98.85 |
98.88 |
98.84 |
98.88 |
+0.03 |
458 |
12,745 |
-252 |
| Dec08 |
070813 |
98.75 |
98.79 |
98.75 |
98.78 |
+0.03 |
257 |
6,753 |
+96 |
| Mar09 |
070813 |
98.70 |
98.70 |
98.70 |
98.70 |
+0.03 |
0 |
4,555 |
+0 |
| Jun09 |
070813 |
98.62 |
98.62 |
98.62 |
98.62 |
+0.03 |
0 |
1,168 |
+0 |
| Total Volume and Open Interest |
6,377 |
228,205 |
+1,091 |
| Japanese Gov't Bonds(SGX) |
| Sep07 |
070813 |
134.36 |
134.55 |
134.06 |
134.38 |
+0.58 |
3,984 |
25,139 |
+1,206 |
| Dec07 |
070813 |
133.92 |
134.06 |
133.61 |
133.92 |
+0.13 |
0 |
18 |
-8 |
| Mar08 |
070813 |
133.92 |
133.92 |
133.92 |
133.92 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
5,357 |
25,518 |
+353 |
| Euro-Bund(EUREX) |
| Sep07 |
070813 |
112.55 |
112.80 |
112.38 |
112.55 |
-0.16 |
1,761,843 |
1,658,366 |
+29,476 |
| Dec07 |
070813 |
112.05 |
112.36 |
112.00 |
112.17 |
-0.15 |
396 |
38,473 |
+321 |
| Mar08 |
070813 |
112.35 |
112.35 |
112.35 |
112.35 |
-0.16 |
142 |
10 |
+0 |
| Total Volume and Open Interest |
1,762,381 |
1,696,849 |
+29,797 |
| Euro-Bobl(EUREX) |
| Sep07 |
070813 |
107.14 |
107.35 |
107.06 |
107.20 |
-0.07 |
850,920 |
1,276,267 |
+12,208 |
| Dec07 |
070813 |
106.99 |
107.07 |
106.99 |
107.04 |
-0.06 |
200 |
4,420 |
+150 |
| Mar08 |
070813 |
106.90 |
106.90 |
106.90 |
106.90 |
-0.08 |
82 |
0 |
+0 |
| Total Volume and Open Interest |
851,202 |
1,280,687 |
+12,358 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070813 |
95.665 |
95.665 |
95.625 |
95.635 |
-0.020 |
2,389 |
23,242 |
-834 |
| Dec07 |
070813 |
95.620 |
95.620 |
95.590 |
95.600 |
-0.025 |
280 |
11,435 |
-129 |
| Mar08 |
070813 |
95.575 |
95.575 |
95.560 |
95.570 |
-0.020 |
74 |
9,620 |
+0 |
| Total Volume and Open Interest |
3,074 |
55,220 |
-879 |
| Long Gilt(LIFFE) |
| Sep07 |
070813 |
105~12 |
105~24 |
105~08 |
105~17 |
-0~02 |
102,274 |
343,729 |
-8,358 |
| Dec07 |
070813 |
105~21 |
105~21 |
105~21 |
105~21 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
102,274 |
343,729 |
-8,358 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070813 |
93.80 |
93.80 |
93.80 |
93.80 |
-0.06 |
149,761 |
504,157 |
-1,796 |
| Dec07 |
070813 |
93.87 |
93.87 |
93.87 |
93.87 |
-0.02 |
166,870 |
550,240 |
+9,537 |
| Mar08 |
070813 |
93.89 |
93.89 |
93.89 |
93.89 |
unch |
171,132 |
480,639 |
-1,156 |
| Jun08 |
070813 |
93.90 |
93.90 |
93.90 |
93.90 |
unch |
126,847 |
455,243 |
+7,600 |
| Sep08 |
070813 |
93.91 |
93.91 |
93.91 |
93.91 |
unch |
81,297 |
330,480 |
-540 |
| Dec08 |
070813 |
93.91 |
93.91 |
93.91 |
93.91 |
-0.01 |
63,490 |
240,678 |
+5,809 |
| Total Volume and Open Interest |
827,546 |
2,893,563 |
+23,374 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070813 |
95.660 |
95.675 |
95.625 |
95.630 |
-0.030 |
516,877 |
905,348 |
+67,359 |
| Dec07 |
070813 |
95.630 |
95.635 |
95.585 |
95.600 |
-0.025 |
401,031 |
852,136 |
-30,206 |
| Mar08 |
070813 |
95.575 |
95.590 |
95.550 |
95.570 |
-0.015 |
283,388 |
576,988 |
-15,590 |
| Total Volume and Open Interest |
1,861,621 |
4,088,566 |
+40,568 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070813 |
93.32 |
93.32 |
93.27 |
93.29 |
-0.04 |
23,374 |
474,505 |
-742 |
| Dec07 |
070813 |
93.24 |
93.24 |
93.18 |
93.21 |
-0.06 |
25,333 |
307,484 |
+2,159 |
| Mar08 |
070813 |
93.16 |
93.17 |
93.11 |
93.13 |
-0.07 |
15,868 |
146,580 |
+6,267 |
| Jun08 |
070813 |
93.10 |
93.12 |
93.06 |
93.08 |
-0.08 |
11,799 |
114,533 |
+2,858 |
| Sep08 |
070813 |
93.10 |
93.11 |
93.06 |
93.07 |
-0.08 |
6,773 |
57,770 |
+1,416 |
| Dec08 |
070813 |
93.09 |
93.11 |
93.06 |
93.08 |
-0.08 |
3,804 |
39,960 |
+946 |
| Mar09 |
070813 |
93.12 |
93.12 |
93.08 |
93.08 |
-0.08 |
326 |
29,001 |
+324 |
| Jun09 |
070813 |
93.12 |
93.12 |
93.08 |
93.09 |
-0.09 |
351 |
18,447 |
+50 |
| Sep09 |
070813 |
93.11 |
93.11 |
93.09 |
93.09 |
-0.09 |
56 |
1,814 |
+54 |
| Dec09 |
070813 |
93.11 |
93.11 |
93.10 |
93.10 |
-0.09 |
1 |
642 |
+0 |
| Total Volume and Open Interest |
87,685 |
1,190,932 |
+13,332 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070813 |
94.00 |
94.01 |
93.98 |
93.98 |
-0.09 |
71,836 |
597,675 |
-29,355 |
| Dec07 |
070813 |
93.98 |
93.98 |
93.98 |
93.98 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
71,836 |
597,675 |
-29,355 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070813 |
93.71 |
93.71 |
93.65 |
93.67 |
-0.10 |
172,150 |
717,617 |
-3,062 |
| Dec07 |
070813 |
93.67 |
93.67 |
93.67 |
93.67 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
172,150 |
717,617 |
-3,062 |
| Gold(CMX) |
| Aug07 |
070813 |
669.7 |
669.7 |
669.7 |
669.7 |
-0.6 |
1,101 |
1,437 |
+813 |
| Oct07 |
070813 |
673.7 |
674.6 |
673.7 |
674.6 |
-0.7 |
5,578 |
36,267 |
-1,216 |
| Dec07 |
070813 |
681.3 |
682.5 |
679.5 |
680.9 |
-0.7 |
111,757 |
201,577 |
-1,917 |
| Feb08 |
070813 |
686.9 |
686.9 |
686.9 |
686.9 |
-0.6 |
2,731 |
11,889 |
-1,313 |
| Apr08 |
070813 |
693.3 |
693.3 |
692.6 |
692.6 |
-0.7 |
870 |
20,666 |
+380 |
| Jun08 |
070813 |
698.3 |
698.3 |
698.3 |
698.3 |
-0.7 |
54 |
16,235 |
+27 |
| Aug08 |
070813 |
703.9 |
703.9 |
703.9 |
703.9 |
-0.7 |
550 |
4,719 |
+161 |
| Oct08 |
070813 |
709.6 |
709.6 |
709.6 |
709.6 |
-0.7 |
1 |
1,469 |
+0 |
| Dec08 |
070813 |
715.4 |
715.4 |
715.4 |
715.4 |
-0.7 |
321 |
17,977 |
+255 |
| Feb09 |
070813 |
721.3 |
721.3 |
721.3 |
721.3 |
-0.7 |
200 |
10,512 |
+200 |
| Apr09 |
070813 |
727.0 |
727.0 |
727.0 |
727.0 |
-0.7 |
50 |
1,750 |
+0 |
| Jun09 |
070813 |
732.9 |
732.9 |
732.9 |
732.9 |
-0.7 |
200 |
10,713 |
+200 |
| Total Volume and Open Interest |
124,231 |
351,736 |
-2,425 |
| Silver(CMX) |
| Sep07 |
070813 |
1282.0 |
1286.5 |
1279.0 |
1285.5 |
-1.5 |
31,522 |
52,006 |
-1,754 |
| Dec07 |
070813 |
1302.0 |
1306.0 |
1297.0 |
1304.0 |
-1.3 |
7,249 |
41,587 |
+1,494 |
| Mar08 |
070813 |
1321.3 |
1321.3 |
1321.3 |
1321.3 |
-1.3 |
256 |
6,267 |
-41 |
| May08 |
070813 |
1331.8 |
1331.8 |
1331.8 |
1331.8 |
-1.2 |
157 |
4,372 |
+50 |
| Jul08 |
070813 |
1342.0 |
1342.0 |
1342.0 |
1342.0 |
-1.2 |
61 |
4,603 |
+23 |
| Sep08 |
070813 |
1352.5 |
1352.5 |
1352.5 |
1352.5 |
-1.2 |
5 |
795 |
+5 |
| Dec08 |
070813 |
1367.5 |
1367.5 |
1367.5 |
1367.5 |
-1.2 |
9 |
5,040 |
-13 |
| Total Volume and Open Interest |
39,386 |
122,316 |
-227 |
| Platinum(NYM) |
| Oct07 |
070813 |
1276.0 |
1288.5 |
1276.0 |
1287.1 |
+7.8 |
2,022 |
13,720 |
-295 |
| Jan08 |
070813 |
1295.1 |
1295.1 |
1295.1 |
| |